+1,124.1%
MSTR vs PEP
+619.0%
+505.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.4% |
| 7D | -8.7% | +6.7% | -15.4% | -10.6% |
| 30D | -21.4% | +13.5% | -34.9% | -24.7% |
| 3M | +31.4% | +3.9% | +27.5% | +29.1% |
| 6M | -30.8% | -6.0% | -24.8% | -30.1% |
| YTD | -14.9% | +2.5% | -17.4% | -16.8% |
| 1Y | -49.3% | +3.9% | -53.2% | -50.7% |
| 3Y | +184.8% | -4.7% | +189.5% | +178.1% |
| 5Y | +62.1% | +1.1% | +61.0% | +56.1% |
| 10Y | +580.0% | +83.8% | +496.1% | +423.8% |
| All | +1,124.1% | +619.0% | +505.1% | +538.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling